If you're looking for an editor that you can use cross-platform, then
clearly vim (or emacs, or perhaps even JEdit) are what you want.
However, if you're only interested in using it on OS X, then I'd also
strongly encourage you to look at TextMate. This is a fully Cocoa
application that is both a full-class OS X citizen but also allows
you to leverage the power of Unix very easily (e.g., without having
to pour through complicated documentation or learning Lisp). In
fact, you could even write TextMate extensions in Stata itself! And
its flexibility allows you to work with some of the unique elements
of Stata syntax (e.g., ` ', `" "', many different ways to signify a
comment block, command abbreviation, etc.) in ways that are very
difficult (or even impossible) to do in other editors.